Libri di Andrea Marletta - libri Statistica & Applicazioni

Andrea Marletta

Author's titles

The evaluation of credit risk using survival models: an application on Italian SMEs digital The evaluation of credit risk using survival models: an application on Italian SMEs
Year: 2021
The financial literature proposed many contributions to measure the credit risk, in this work a survival approach is proposed to reach this purpose. Having available the survival times for each credit line, the choice was oriented to survival models to evaluate the pathological death of the loan...
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